S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9259	3.28
$α$	0.1684	4.63
$β$	0.4697	3.88
$γ_{1}$	-0.4374	-0.31
$γ_{2}$	0.4791	0.25
$γ_{3}$	-0.6537	-0.62
$γ_{4}$	2.2666	1.92
$γ_{5}$	-3.1870	-2.38
$γ_{6}$	2.5684	2.23
$γ_{7}$	-1.9898	-2.28
$γ_{8}$	0.3076	0.41
$γ_{9}$	2.9352	3.14
$γ_{10}$	-3.4857	-4.28

V-Lab

ACN 059457279 Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ACN 059457279 Ltd Analyses